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JEPI - JPMorgan Equity Premium Income ETF
Implied Volatility Analysis

Implied Volatility:
11.8%
Put/Call-Ratio:
0.33

JPMorgan Equity Premium Income ETF has an Implied Volatility (IV) of 11.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for JEPI is 6 and the Implied Volatility Percentile (IVP) is 19. The current Implied Volatility Index for JEPI is -0.74 standard deviations away from its 1 year mean.

Market Cap$22.97B
Dividend Yield11.15% ($6.05)
Next Dividend Date4/3/2023 (2d) !
Implied Volatility (IV) 30d
11.79
Implied Volatility Rank (IVR) 1y
6.30
Implied Volatility Percentile (IVP) 1y
19.07
Historical Volatility (HV) 30d
13.22
IV / HV
0.89
Open Interest
32.05K
Option Volume
3.86K
Put/Call Ratio (Volume)
0.33

Data was calculated after the 3/31/2023 closing.

This stock chart shows JEPI Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for JEPI JPMorgan Equity Premium Income ETF over a one year time horizon.
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